+334.3%
CHTR vs IP
+179.0%
+155.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -1.1% | -5.3% | +4.2% | +0.5% |
| 30D | -0.8% | -10.9% | +10.1% | +2.5% |
| 3M | +17.8% | +11.2% | +6.6% | +13.1% |
| 6M | -34.5% | -10.2% | -24.3% | -33.4% |
| YTD | -27.2% | -2.0% | -25.2% | -28.0% |
| 1Y | -41.4% | -19.1% | -22.3% | -39.0% |
| 3Y | -64.0% | +20.9% | -84.9% | -67.6% |
| 5Y | -81.3% | -17.8% | -63.5% | -81.4% |
| 10Y | -44.1% | +23.5% | -67.6% | -53.7% |
| All | +334.3% | +179.0% | +155.2% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling